Now every time I click the mouse I get a x and y from the mouse click, lets just say mousecx, and mousecy I also have and x and y from the player sprites rectangle(rcSprite->x and rcSprite->y) Now, how do I move my rect to the mouse click coordinates? I need it to move incrementally every iteration until it reaches its destination. Maybe its Geometry? CPCTE???

Add one(or what every you want your increment to be) to the x and y of the sprite until it equals the the x and y of the mouse.

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"The basic tool for the manipulation of reality is the manipulation of words. If you can control the meaning of words, you can control the people who must use the words." -Philip K. Dick

Assuming you want your sprite to move in a straight line, you would need to calculate the line between the two points and select a number of points on that line and move to them in each iteration.
Sounds simple doesn't it!
Or look as the line as a vector, (vx, vy), divide by, say 10, and add deltavx,vy to your sprite 10 times. And then make sure it doesn't go past mousex,y in the last iteration.
Something like that.